Futures and forward contracts
- Market Timing Skill and Trading Activity in Taiwan’s Retail-Dominated Futures MarketShean-Bii Chiu, Jason Hsu, Hsing-Kuo Lai and Phillip WoolThe Journal of Portfolio Management June 2021, 47 (7) 185-199; DOI: https://doi.org/10.3905/jpm.2021.1.249
- Euro Stoxx 50 Dividends—Reconciling Analyst Estimates and Dividend Future PricesArik Ben Dor and Stephan FlorigThe Journal of Portfolio Management June 2021, 47 (7) 63-77; DOI: https://doi.org/10.3905/jpm.2021.1.244
- Price Discovery in a New Futures Market: Micro E-Mini Index FuturesAthanasios P. FassasThe Journal of Derivatives August 2021, 29 (1) 70-94; DOI: https://doi.org/10.3905/jod.2021.1.131
- Adaptive Seriational Risk Parity and Other Extensions for Heuristic Portfolio Construction Using Machine Learning and Graph TheoryPeter Schwendner, Jochen Papenbrock, Markus Jaeger and Stephan KrügelThe Journal of Financial Data Science October 2021, 3 (4) 65-83; DOI: https://doi.org/10.3905/jfds.2021.1.078
- Practical Applications of CTAs: Superior Performance or Diversification Only?Martin Florea, Stefan Florea, Iliya Kutsarov, Thomas Maier and Marcus StorrPractical Applications October 2018, 6 (2) 1-6; DOI: https://doi.org/10.3905/pa.6.2.292
- Accept No Substitutes: Why Natural Resource Stocks
Are a Bad Way to Get Commodity ExposureTimothy AtwillThe Journal of Wealth Management January 2012, 14 (4) 87-92; DOI: https://doi.org/10.3905/jwm.2012.14.4.087 - Assessing Managed Futures as an Inflation Hedge
within a Multi-Asset FrameworkJohn Twomey, Jason Foran and Conor BrosnanThe Journal of Wealth Management October 2011, 14 (3) 33-43; DOI: https://doi.org/10.3905/jwm.2011.14.3.033 - Are Small CTA Funds Better than Large Ones?
An Empirical AnalysisDaniele LamponiThe Journal of Wealth Management July 2014, 16 (2) 80-87; DOI: https://doi.org/10.3905/jwm.2013.16.2.080 - Equity ETFs versus Index Futures: A Comparison for Fully Funded InvestorsAnanth Madhavan, Ursula Marchioni, Wei Li and Daphne Yan DuThe Journal of Index Investing August 2014, 5 (2) 66-75; DOI: https://doi.org/10.3905/jii.2014.5.2.066
- Protecting the Downside of Trend When It Is Not Your FriendKun Yang, Edward Qian and Bryan BeltonThe Journal of Portfolio Management June 2019, 45 (5) 99-111; DOI: https://doi.org/10.3905/jpm.2019.1.087
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